Before you go any further, read your manual before you wind up frying your transfer case.

This is how you would usually shift it into 4wd.

-Place your foot on the brake and shift the truck into Neutral.
-Use the knob to turn the truck into 4wd
-Allow time for electronic transfer case to get its act together and actually work
-Get some coffee/ Do your taxes
-Return to truck to see if 4wd has engaged